Chinese Equity Screen Using Moving Averages, RSI, and Limit-Up History

Summary

This Chinese-language post outlines an A-share stock screen combining three conditions: a 20-day moving average above the 120-day average, RSI below 65, and at least two limit-up sessions within the preceding 500 days. The stated rationale is to combine a favorable short-versus-long trend with a ceiling on RSI and a history of strong market attention. The post also gives example screening formulas and Python-oriented implementation guidance, but it does not report a backtest or portfolio results.

The author cautions that the screen omits company fundamentals and risk management, and suggests adding financial, industry, governance, or risk measures. The discussion does not define the RSI calculation details, address survivorship or data quality, or establish that limit-up history predicts future returns. The supplied example code and surrounding platform material are implementation references; the core contribution is a simple technical screening rule, not evidence of a validated trading strategy.

Key ideas

• The screen requires the 20-day moving average to exceed the 120-day moving average.
• It excludes stocks with RSI at or above 65.
• It also requires at least two limit-up events during the stated lookback period.
• The post provides screening logic but no backtest or performance evidence.
• The author notes that fundamentals and risk controls are absent.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.